Monitoring correlation change in a sequence of random variables
type: Item
instance of: scholarly article
title: Monitoring correlation change in a sequence of random variables
zbMATH Open document ID: 1251.62025
author: Dominik Wied
author: Pedro Galeano
published in: Journal of Statistical Planning and Inference
publication date: 2012-10-30T00:00:00Z
full work available at URL: http://hdl.handle.net/2003/29399
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6100439
zbMATH Keywords: Gaussian processes
zbMATH Keywords: online detection
zbMATH Keywords: threshold function
MaRDI profile type: Publication
OpenAlex ID: W2165576713
DOI: 10.1016/J.JSPI.2012.06.007
description: scientific article; zbMATH DE number 6100439